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EAN: 9781285084763
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his work is 'as firmly rooted in both an historical and cultural context as real as Joyce's Ulysses or Eliot's Waste Land
Author(s): Mike Cole
Oxford Handbook of Credit Derivatives, The 0071544216 EAN: 9781285084763From the late nineties, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non Gaussian modelling, and
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